As for the extended coda set in the US, it's important to realize that Conan Doyle's first passion as a writer was Historical Fiction, and he initially saw the Holmes stories as a way to expand his readership of that kind of writing.

He follows a similar pattern in Valley of Fear, and to a lesser extent in The Sign of Four.

The first time I read these novels, I remember feeling a similar sense of dislocation, but Doyle is such a strong writer that he had me hooked within pages.